+49.9%
IEMG vs CASY
+234.8%
-184.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | +1.0% |
| 7D | +1.6% | -16.5% | +18.1% | +3.5% |
| 30D | +4.6% | -26.4% | +31.0% | +8.1% |
| 3M | +4.8% | -17.3% | +22.1% | +6.1% |
| 6M | +16.8% | -5.2% | +22.0% | +15.7% |
| YTD | +24.8% | +14.1% | +10.8% | +20.2% |
| 1Y | +34.3% | +16.6% | +17.7% | +28.7% |
| 3Y | +87.0% | +163.7% | -76.7% | +56.4% |
| 5Y | +49.9% | +231.3% | -181.4% | +18.0% |
| All | +49.9% | +234.8% | -184.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling